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Building an ALM model: a practical guide

Building an ALM model: a practical guide States that, to build an asset and liability management (ALM) model is a large and crucial project giving the choice of self‐build or to purchase an established model. Gives pros and cons for both choices and says that it may depend on the individual bank as to which one is the best. Posits that there are three main rewards involved for financial institutions who have more than one transaction processing system, these are: efficient compliance of key ratios and limits with ease; achievement of hedge, funding and policy; and planning and business modelling, covering a wide spectrum. Concludes that all companies differ and have many and changing requirements and should fit product to requirements and not vice versa. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Balance Sheet Emerald Publishing

Building an ALM model: a practical guide

Balance Sheet , Volume 8 (3): 3 – Jun 1, 2000

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Publisher
Emerald Publishing
Copyright
Copyright © 2000 MCB UP Ltd. All rights reserved.
ISSN
0965-7967
DOI
10.1108/09657960010338670
Publisher site
See Article on Publisher Site

Abstract

States that, to build an asset and liability management (ALM) model is a large and crucial project giving the choice of self‐build or to purchase an established model. Gives pros and cons for both choices and says that it may depend on the individual bank as to which one is the best. Posits that there are three main rewards involved for financial institutions who have more than one transaction processing system, these are: efficient compliance of key ratios and limits with ease; achievement of hedge, funding and policy; and planning and business modelling, covering a wide spectrum. Concludes that all companies differ and have many and changing requirements and should fit product to requirements and not vice versa.

Journal

Balance SheetEmerald Publishing

Published: Jun 1, 2000

Keywords: Assets; Liabilities; Management; Hedging; Funding

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